SMR volatilità NuScale Power Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.76.1%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.76.5%
HV6084.8%
Spread IV − HV20
-0.3pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 12:38 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 84.4% | +0.3pt | ±5.0% |
| Sep 11, 2026 | 8 | 71.5% | -3.3pt | ±9.0% |
| Sep 18, 2026 | 15 | 75.8% | -2.2pt | ±12.7% |
| Sep 25, 2026 | 22 | 75.5% | -2.7pt | ±15.1% |
| Oct 02, 2026 | 29 | 75.9% | -5.9pt | ±17.4% |
| Oct 09, 2026 | 36 | 77.5% | -7.6pt | ±19.7% |
| Oct 16, 2026 | 43 | 77.5% | -6.0pt | ±22.2% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 85.9% | -6.8pt | ±32.6% |
| Jan 15, 2027 | 134 | 84.6% | -6.4pt | ±41.7% |
| Feb 19, 2027 | 169 | 85.0% | -5.6pt | ±46.6% |
| Jan 21, 2028 | 505 | 91.9% | -9.2pt | ±82.8% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20